<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<title>OptionsPricing: FemUtils.py Source File</title>

<link href="tabs.css" rel="stylesheet" type="text/css"/>
<link href="doxygen.css" rel="stylesheet" type="text/css" />

<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/javascript">
  $(document).ready(function() { searchBox.OnSelectItem(0); });
</script>

</head>
<body>
<div id="top"><!-- do not remove this div! -->


<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  
  
  <td style="padding-left: 0.5em;">
   <div id="projectname">OptionsPricing
   
   </div>
   
  </td>
  
  
  
 </tr>
 </tbody>
</table>
</div>

<!-- Generated by Doxygen 1.7.5.1 -->
<script type="text/javascript">
var searchBox = new SearchBox("searchBox", "search",false,'Search');
</script>
  <div id="navrow1" class="tabs">
    <ul class="tablist">
      <li><a href="index.html"><span>Main&#160;Page</span></a></li>
      <li><a href="annotated.html"><span>Classes</span></a></li>
      <li class="current"><a href="files.html"><span>Files</span></a></li>
      <li><a href="dirs.html"><span>Directories</span></a></li>
      <li>
        <div id="MSearchBox" class="MSearchBoxInactive">
        <span class="left">
          <img id="MSearchSelect" src="search/mag_sel.png"
               onmouseover="return searchBox.OnSearchSelectShow()"
               onmouseout="return searchBox.OnSearchSelectHide()"
               alt=""/>
          <input type="text" id="MSearchField" value="Search" accesskey="S"
               onfocus="searchBox.OnSearchFieldFocus(true)" 
               onblur="searchBox.OnSearchFieldFocus(false)" 
               onkeyup="searchBox.OnSearchFieldChange(event)"/>
          </span><span class="right">
            <a id="MSearchClose" href="javascript:searchBox.CloseResultsWindow()"><img id="MSearchCloseImg" border="0" src="search/close.png" alt=""/></a>
          </span>
        </div>
      </li>
    </ul>
  </div>
  <div id="navrow2" class="tabs2">
    <ul class="tablist">
      <li><a href="files.html"><span>File&#160;List</span></a></li>
    </ul>
  </div>
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><a class="el" href="dir_fb9351a6b940731fc8bdead6ec576523.html">input_output</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="headertitle">
<div class="title">FemUtils.py</div>  </div>
</div>
<div class="contents">
<div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="keyword">from</span> scipy <span class="keyword">import</span> empty, c_, linspace 
<a name="l00002"></a>00002 
<a name="l00003"></a>00003 <span class="keyword">def </span>eval_fem_solution_1D(grid, fem_solu):
<a name="l00004"></a>00004   <span class="stringliteral">&quot;&quot;&quot;</span>
<a name="l00005"></a>00005 <span class="stringliteral">    Simple post processing routine to values a function</span>
<a name="l00006"></a>00006 <span class="stringliteral">    represented as a vector in a 1 dimesional, lagrange P1,</span>
<a name="l00007"></a>00007 <span class="stringliteral">    finite element space ( hat functions )</span>
<a name="l00008"></a>00008 <span class="stringliteral"> </span>
<a name="l00009"></a>00009 <span class="stringliteral">    grid: sequence of increasing numbers.</span>
<a name="l00010"></a>00010 <span class="stringliteral">    fem_solu: vector of real numbers</span>
<a name="l00011"></a>00011 <span class="stringliteral">  &quot;&quot;&quot;</span>
<a name="l00012"></a>00012 
<a name="l00013"></a>00013   <span class="keywordflow">print</span> grid
<a name="l00014"></a>00014   <span class="keywordflow">print</span> fem_solu
<a name="l00015"></a>00015   <span class="keywordflow">print</span> grid.size, fem_solu.size 
<a name="l00016"></a>00016   assert( grid.size == fem_solu.size )
<a name="l00017"></a>00017   
<a name="l00018"></a>00018   nIntervals = grid.size-1
<a name="l00019"></a>00019   segs  = c_[grid[0: nIntervals-1], grid[1: nIntervals]]
<a name="l00020"></a>00020   base  = c_[fem_solu[0: nIntervals-1], fem_solu[1: nIntervals]]
<a name="l00021"></a>00021  
<a name="l00022"></a>00022   xGrid = empty( (10*nIntervals, ), dtype=<span class="stringliteral">&#39;float&#39;</span>)
<a name="l00023"></a>00023   val   = empty( (10*nIntervals, ), dtype=<span class="stringliteral">&#39;float&#39;</span>)
<a name="l00024"></a>00024   
<a name="l00025"></a>00025   left  = linspace(0, 1, num=10, endpoint=<span class="keyword">False</span>)
<a name="l00026"></a>00026   right = 1.0 - left 
<a name="l00027"></a>00027 
<a name="l00028"></a>00028   i = 0 
<a name="l00029"></a>00029   <span class="keywordflow">for</span> se, ba <span class="keywordflow">in</span> zip(segs, base):
<a name="l00030"></a>00030     xGrid[10*i: 10*(i+1)] = linspace(se[0], se[1], num=10, endpoint=<span class="keyword">False</span>)
<a name="l00031"></a>00031     val[10*i: 10*(i+1)]   = ba[0]*left+ba[1]*right  
<a name="l00032"></a>00032     i += 1
<a name="l00033"></a>00033 
<a name="l00034"></a>00034   <span class="keywordflow">return</span> xGrid, val
<a name="l00035"></a>00035 
<a name="l00036"></a>00036 
<a name="l00037"></a>00037 
<a name="l00038"></a>00038 
</pre></div></div>
</div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
     onmouseover="return searchBox.OnSearchSelectShow()"
     onmouseout="return searchBox.OnSearchSelectHide()"
     onkeydown="return searchBox.OnSearchSelectKey(event)">
<a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(0)"><span class="SelectionMark">&#160;</span>All</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(1)"><span class="SelectionMark">&#160;</span>Classes</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(2)"><span class="SelectionMark">&#160;</span>Functions</a></div>

<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0" 
        name="MSearchResults" id="MSearchResults">
</iframe>
</div>



<hr class="footer"/><address class="footer"><small>
Generated on Thu Dec 22 2011 05:17:53 for OptionsPricing by &#160;<a href="http://www.doxygen.org/index.html">
<img class="footer" src="doxygen.png" alt="doxygen"/>
</a> 1.7.5.1
</small></address>

</body>
</html>
